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- Title
Asymptotic Normality of Single Functional Index Quantile Regression for Functional Data with Missing Data at Random.
- Authors
Allal, Anis; Kadiri, Nadia; Rabhi, Abbes
- Abstract
This work addresses the problem of the nonparametric estimation of the regression function, namely the conditional distribution and the conditional quantile in the single functional index model (SFIM) under the independent and identically distributed condition with randomly missing data. The main result of this study was the establishment of the asymptotic properties of the estimator, such as the almost complete convergence rates. Moreover, the asymptotic normality of the constructs was obtained under certain mild conditions. Lastly, the authors discussed how to apply the result to construct confidence intervals.
- Subjects
ASYMPTOTIC normality; QUANTILE regression; MISSING data (Statistics); NONPARAMETRIC estimation; CONFIDENCE intervals
- Publication
Econometrics / Ekonometria, 2024, Vol 28, Issue 1, p26
- ISSN
1507-3866
- Publication type
Article
- DOI
10.15611/eada.2024.1.03